+1,362.5%
OXY vs NI
+5,127.8%
-3,765.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +0.6% | +1.3% | -0.6% | 0.0% |
| 30D | +4.5% | -0.3% | +4.8% | +4.6% |
| 3M | +8.9% | -9.5% | +18.4% | +13.8% |
| 6M | +12.5% | -10.2% | +22.7% | +17.5% |
| YTD | +50.5% | +1.8% | +48.7% | +48.1% |
| 1Y | +38.6% | +5.7% | +32.9% | +33.7% |
| 3Y | -1.2% | +69.6% | -70.9% | -25.4% |
| 5Y | +161.6% | +95.8% | +65.9% | +81.2% |
| 10Y | +5.3% | +145.1% | -139.8% | -35.0% |
| All | +1,362.5% | +5,127.8% | -3,765.3% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling